You can bet that with the rear spats missing and extra large wheels, you'd probably lose 15-25% of your economy, more of they needed to upsize the engine to make up for the larger rotating mass.
In many ways the Insight was a proof of concept that actually made it to the road. Just as an example Honda even made the dip stick out of carbon fiber (a rather exotic material at the time) to save weight. They weren't about to add another 80lbs to the car in the form of 17 inch alloys. Keep the CR-Z what it is - a 40mpg hybrid - and I'll keep my Insight.